404 lines
13 KiB
MQL5
404 lines
13 KiB
MQL5
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#ifndef SIGNAL_COORDINATOR_MQH
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#define SIGNAL_COORDINATOR_MQH
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#include "CandlePatterns.mqh"
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#include "NNDataLogger.mqh"
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struct CoordinatedSignal
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{
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string source;
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string action;
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string direction;
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string signal_type;
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double strength;
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string location;
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datetime timestamp;
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double price;
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bool at_key_level;
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};
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struct SignalCluster
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{
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CoordinatedSignal signals[20];
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int count;
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string consensus_direction;
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string consensus_type;
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double combined_strength;
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double conflict_score;
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datetime cluster_time;
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};
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CoordinatedSignal SignalHistory[100];
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int SignalHistoryCount = 0;
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SignalCluster CurrentCluster;
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void InitializeSignalCoordinator()
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{
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SignalHistoryCount = 0;
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CurrentCluster.count = 0;
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CurrentCluster.consensus_direction = "neutral";
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CurrentCluster.consensus_type = "";
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CurrentCluster.combined_strength = 0.0;
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CurrentCluster.conflict_score = 100.0;
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BullWarnCount = 0;
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BullPraiseCount = 0;
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BearWarnCount = 0;
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BearPraiseCount = 0;
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Coordinator_Bias_Direction = 0;
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Coordinator_Cluster_Strength = 0.0;
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Coordinator_Conflict_Score = 100.0;
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Coordinator_Lot_Multiplier = 1.0;
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Coordinator_AllowTrade = false;
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}
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void ResetSignalCluster()
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{
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CurrentCluster.count = 0;
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CurrentCluster.consensus_direction = "neutral";
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CurrentCluster.consensus_type = "";
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CurrentCluster.combined_strength = 0.0;
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CurrentCluster.conflict_score = 0.0;
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}
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bool HasConflict(CoordinatedSignal &new_signal)
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{
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datetime now = TimeCurrent();
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int lookback = MathMin(SignalHistoryCount, 20);
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for(int i = SignalHistoryCount - 1; i >= SignalHistoryCount - lookback && i >= 0; --i)
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{
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if(now - SignalHistory[i].timestamp > Conflict_Prevention_Seconds)
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break;
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if(SignalHistory[i].source == new_signal.source && now - SignalHistory[i].timestamp < 60)
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return true;
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if(SignalHistory[i].direction != new_signal.direction &&
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SignalHistory[i].strength >= 70.0 && new_signal.strength >= 70.0)
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return true;
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}
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return false;
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}
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void UpdateBalanceCounters(const CoordinatedSignal &signal)
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{
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if(signal.direction == "bullish" && signal.signal_type == "WARN") BullWarnCount++;
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if(signal.direction == "bullish" && signal.signal_type == "PRAISE") BullPraiseCount++;
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if(signal.direction == "bearish" && signal.signal_type == "WARN") BearWarnCount++;
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if(signal.direction == "bearish" && signal.signal_type == "PRAISE") BearPraiseCount++;
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}
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bool AddCoordinatedSignal(const string source,
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const string action,
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const string direction,
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const string signal_type,
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const double strength,
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const string location,
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const double price,
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const bool at_key_level)
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{
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CoordinatedSignal signal;
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signal.source = source;
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signal.action = action;
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signal.direction = direction;
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signal.signal_type = signal_type;
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signal.strength = strength;
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signal.location = location;
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signal.timestamp = TimeCurrent();
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signal.price = price;
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signal.at_key_level = at_key_level;
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if(HasConflict(signal))
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return false;
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if(SignalHistoryCount < ArraySize(SignalHistory))
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SignalHistory[SignalHistoryCount++] = signal;
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if(CurrentCluster.count < ArraySize(CurrentCluster.signals))
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CurrentCluster.signals[CurrentCluster.count++] = signal;
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UpdateBalanceCounters(signal);
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return true;
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}
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void GenerateMASignals()
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{
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double p = MidPrice();
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if(p > MA_Current[2]) AddCoordinatedSignal("ma", "reclaim", "bullish", "PRAISE", 65, "ma21", p, false);
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if(p < MA_Current[2]) AddCoordinatedSignal("ma", "break", "bearish", "PRAISE", 65, "ma21", p, false);
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if(NearLevel(p, MA_Current[3], MA_Touch_Buffer))
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{
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if(iClose(_Symbol, PERIOD_CURRENT, 0) > MA_Current[3])
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AddCoordinatedSignal("ma", "reclaim", "bullish", "WARN", 70, "ma50", MA_Current[3], true);
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else
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AddCoordinatedSignal("ma", "reject", "bearish", "WARN", 70, "ma50", MA_Current[3], true);
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}
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if(p > MA_Current[4]) AddCoordinatedSignal("ma", "reclaim", "bullish", "PRAISE", 75, "ma140", p, true);
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if(p < MA_Current[4]) AddCoordinatedSignal("ma", "break", "bearish", "PRAISE", 75, "ma140", p, true);
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}
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void GenerateMFIBSignals()
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{
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double p = MidPrice();
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static double prev = 0.0;
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if(prev == 0.0) prev = p;
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double lv[4] = {MFIB_Level_236, MFIB_Level_382, MFIB_Level_618, MFIB_Level_786};
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string nm[4] = {"mfib236","mfib382","mfib618","mfib786"};
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for(int i = 0; i < 4; ++i)
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{
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if(!NearLevel(p, lv[i], 50)) continue;
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bool support = (i < 2);
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if(support)
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{
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if(prev < lv[i] && p >= lv[i]) AddCoordinatedSignal("mfib", "reclaim", "bullish", "PRAISE", 85, nm[i], lv[i], true);
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else AddCoordinatedSignal("mfib", "reject", "bullish", "WARN", 90, nm[i], lv[i], true);
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}
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else
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{
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if(prev > lv[i] && p <= lv[i]) AddCoordinatedSignal("mfib", "break", "bearish", "PRAISE", 85, nm[i], lv[i], true);
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else AddCoordinatedSignal("mfib", "reject", "bearish", "WARN", 90, nm[i], lv[i], true);
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}
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}
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prev = p;
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}
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void GenerateFIBSignals()
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{
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double p = MidPrice();
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static double prev = 0.0;
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if(prev == 0.0) prev = p;
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if(NearLevel(p, PriceLevels[1], 50))
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{
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if(prev < PriceLevels[1] && p >= PriceLevels[1])
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AddCoordinatedSignal("fib", "reclaim", "bullish", "PRAISE", 75, "fib236", PriceLevels[1], true);
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else
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AddCoordinatedSignal("fib", "reject", "bullish", "WARN", 80, "fib236", PriceLevels[1], true);
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}
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if(NearLevel(p, PriceLevels[4], 50))
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{
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if(prev > PriceLevels[4] && p <= PriceLevels[4])
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AddCoordinatedSignal("fib", "break", "bearish", "PRAISE", 75, "fib618", PriceLevels[4], true);
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else
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AddCoordinatedSignal("fib", "reject", "bearish", "WARN", 80, "fib618", PriceLevels[4], true);
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}
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prev = p;
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}
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void GenerateStochSignals()
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{
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if(Stoch_K_Current < Stoch_Oversold)
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AddCoordinatedSignal("stoch", "reject", "bullish", "WARN", 70, "oversold", Stoch_K_Current, false);
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if(Stoch_K_Current > Stoch_Overbought)
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AddCoordinatedSignal("stoch", "reject", "bearish", "WARN", 70, "overbought", Stoch_K_Current, false);
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if(Stoch_K_Current > Stoch_D_Current && Stoch_K_Current > 30 && Stoch_K_Current < 50)
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AddCoordinatedSignal("stoch", "reclaim", "bullish", "PRAISE", 65, "mid", Stoch_K_Current, false);
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if(Stoch_K_Current < Stoch_D_Current && Stoch_K_Current < 70 && Stoch_K_Current > 50)
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AddCoordinatedSignal("stoch", "break", "bearish", "PRAISE", 65, "mid", Stoch_K_Current, false);
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}
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void GenerateCandleSignals()
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{
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for(int i = 0; i < g_PatternCount; ++i)
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{
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string direction = "";
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string action = "";
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string type = "WARN";
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if(g_ActivePatterns[i].type == PATTERN_REVERSAL_BULLISH) { direction = "bullish"; action = "reject"; type = "WARN"; }
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if(g_ActivePatterns[i].type == PATTERN_REVERSAL_BEARISH) { direction = "bearish"; action = "reject"; type = "WARN"; }
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if(g_ActivePatterns[i].type == PATTERN_CONTINUATION_BULL) { direction = "bullish"; action = "reclaim"; type = "PRAISE"; }
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if(g_ActivePatterns[i].type == PATTERN_CONTINUATION_BEAR) { direction = "bearish"; action = "break"; type = "PRAISE"; }
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if(direction != "")
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AddCoordinatedSignal("candle", action, direction, type,
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g_ActivePatterns[i].adjusted_strength,
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g_ActivePatterns[i].name_str,
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g_ActivePatterns[i].pattern_price,
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false);
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}
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}
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void BuildSignalCluster()
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{
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if(CurrentCluster.count == 0)
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{
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CurrentCluster.consensus_direction = "neutral";
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CurrentCluster.consensus_type = "";
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CurrentCluster.combined_strength = 0;
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CurrentCluster.conflict_score = 100;
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return;
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}
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int bull = 0, bear = 0, warn = 0, praise = 0;
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double total = 0.0;
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for(int i = 0; i < CurrentCluster.count; ++i)
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{
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if(CurrentCluster.signals[i].direction == "bullish") bull++;
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if(CurrentCluster.signals[i].direction == "bearish") bear++;
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if(CurrentCluster.signals[i].signal_type == "WARN") warn++;
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if(CurrentCluster.signals[i].signal_type == "PRAISE") praise++;
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total += CurrentCluster.signals[i].strength;
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}
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double bull_pct = (double)bull / (double)CurrentCluster.count;
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double bear_pct = (double)bear / (double)CurrentCluster.count;
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if(bull_pct >= Signal_Consensus_Threshold) CurrentCluster.consensus_direction = "bullish";
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else if(bear_pct >= Signal_Consensus_Threshold) CurrentCluster.consensus_direction = "bearish";
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else CurrentCluster.consensus_direction = "neutral";
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CurrentCluster.consensus_type = (warn > praise) ? "WARN" : "PRAISE";
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CurrentCluster.combined_strength = total / (double)CurrentCluster.count;
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int min_dir = MathMin(bull, bear);
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int min_type = MathMin(warn, praise);
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double dir_conflict = (double)min_dir / (double)CurrentCluster.count;
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double type_conflict = (double)min_type / (double)CurrentCluster.count;
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CurrentCluster.conflict_score = ((dir_conflict * 0.7) + (type_conflict * 0.3)) * 100.0;
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CurrentCluster.cluster_time = TimeCurrent();
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}
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bool ShouldTradeFromCluster(SignalCluster &cluster, double &multiplier)
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{
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if(News_Trade_Block_Active)
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return false;
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if(cluster.conflict_score > Max_Cluster_Conflict)
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return false;
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if(cluster.consensus_direction == "neutral")
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return false;
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if(cluster.combined_strength < Min_Cluster_Strength)
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return false;
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if(TimeCurrent() - Last_Trade_Time < Conflict_Prevention_Seconds &&
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LastTradeDirection == cluster.consensus_direction)
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return false;
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int state_dir = Current_Bias_Direction;
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if(state_dir > 0 && cluster.consensus_direction == "bearish") return false;
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if(state_dir < 0 && cluster.consensus_direction == "bullish") return false;
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if(News_Bias_Direction > 0 && cluster.consensus_direction == "bearish")
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return false;
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if(News_Bias_Direction < 0 && cluster.consensus_direction == "bullish")
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return false;
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multiplier = 1.0;
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if(cluster.combined_strength >= 85.0) multiplier += 0.3;
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else if(cluster.combined_strength >= 75.0) multiplier += 0.2;
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else if(cluster.combined_strength >= 65.0) multiplier += 0.1;
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if(cluster.conflict_score > 30.0) multiplier -= 0.2;
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else if(cluster.conflict_score > 20.0) multiplier -= 0.1;
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bool nn_usable = Use_NN_In_Coordinator && NN_Initialized && NN_Confidence >= NN_MinConfidenceToUse && NN_RiskScore <= NN_MaxRiskToUse;
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if(nn_usable)
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{
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if((NN_Bias > 0 && cluster.consensus_direction == "bullish") || (NN_Bias < 0 && cluster.consensus_direction == "bearish"))
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multiplier += 0.15;
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else if(NN_Bias != 0)
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multiplier -= 0.20;
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}
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multiplier = MathMax(0.5, MathMin(2.0, multiplier));
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return true;
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}
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void CleanupOldSignals()
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{
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datetime cutoff = TimeCurrent() - (Conflict_Prevention_Seconds * 2);
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int new_count = 0;
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for(int i = 0; i < SignalHistoryCount; ++i)
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{
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if(SignalHistory[i].timestamp > cutoff)
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{
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if(new_count != i)
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SignalHistory[new_count] = SignalHistory[i];
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new_count++;
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}
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}
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SignalHistoryCount = new_count;
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}
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void UpdateLastTradeInfo(const string direction)
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{
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Last_Trade_Time = TimeCurrent();
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LastTradeDirection = direction;
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}
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void CoordinateAllSignals()
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{
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if(!Use_Signal_Coordinator)
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{
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Coordinator_AllowTrade = true;
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Coordinator_Bias_Direction = Current_Bias_Direction;
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Coordinator_Cluster_Strength = 65.0;
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Coordinator_Conflict_Score = 0.0;
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Coordinator_Lot_Multiplier = 1.0;
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
|
||
|
|
ResetSignalCluster();
|
||
|
|
|
||
|
|
GenerateMASignals();
|
||
|
|
GenerateMFIBSignals();
|
||
|
|
GenerateFIBSignals();
|
||
|
|
GenerateStochSignals();
|
||
|
|
GenerateCandleSignals();
|
||
|
|
|
||
|
|
BuildSignalCluster();
|
||
|
|
|
||
|
|
double mult = 1.0;
|
||
|
|
Coordinator_AllowTrade = ShouldTradeFromCluster(CurrentCluster, mult);
|
||
|
|
Coordinator_Cluster_Strength = CurrentCluster.combined_strength;
|
||
|
|
Coordinator_Conflict_Score = CurrentCluster.conflict_score;
|
||
|
|
Coordinator_Lot_Multiplier = mult;
|
||
|
|
|
||
|
|
if(CurrentCluster.consensus_direction == "bullish") Coordinator_Bias_Direction = 1;
|
||
|
|
else if(CurrentCluster.consensus_direction == "bearish") Coordinator_Bias_Direction = -1;
|
||
|
|
else Coordinator_Bias_Direction = 0;
|
||
|
|
|
||
|
|
// If the cluster is trade-ready, log a training sample for the NN dataset.
|
||
|
|
if(Coordinator_AllowTrade && NN_LogData)
|
||
|
|
{
|
||
|
|
bool is_buy = (Coordinator_Bias_Direction > 0);
|
||
|
|
|
||
|
|
// Category heuristic for labeling: continuation when trending+continuation else counter.
|
||
|
|
int category = 1;
|
||
|
|
if(Current_Mode == MODE_TRENDING && Current_State == STATE_CONTINUATION)
|
||
|
|
category = 0;
|
||
|
|
|
||
|
|
NN_LogSignalReadySample(is_buy, category, Coordinator_Cluster_Strength, Coordinator_Conflict_Score);
|
||
|
|
}
|
||
|
|
|
||
|
|
static int cleanup_counter = 0;
|
||
|
|
cleanup_counter++;
|
||
|
|
if(cleanup_counter >= 100)
|
||
|
|
{
|
||
|
|
CleanupOldSignals();
|
||
|
|
cleanup_counter = 0;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
#endif
|